距離7月FRM一級考試也不遠(yuǎn)了，在備考中的你千萬不能松懈。因為在FRM一級考試中有大量的計算題，因此，F(xiàn)RM公式是必不可少的。下文是小編列舉的有關(guān)FRM一級公式，希望對備考的你有所幫助！

Treasury Bond Futures：》》》2021年新版FRM一二級內(nèi)部資料免 費領(lǐng)?。　揪A版】

In a T-bond futures contract, any government bond with more than 15 years to maturity on the first of the delivery month (and not callable within 15 years) is deliverable on the contract. The procedure to determine which bond is the cheapest-to-deliver

(CTD) is as follows:

cash received by the short = (QFP x CF) + Al

cost to purchase bond = QBP + Al

where:  》》》點我咨詢21年FRM備考技巧

QFP = quoted futures price

CF = conversion factor

QBP = quoted bond price

Al = accrued interest

The CTD is the bond that minimizes the

following: QBP - (QFP x CF). This formula calculates the cost of delivering the bond.

Loss Frequency and Loss Severity：【資料下載】FRM一級思維導(dǎo)圖PDF版

Operational risk losses are classified along two independent dimensions:

Loss frequency: the number of losses over a specific time period (typically one year). Often modeled with the Poisson distribution (a distribution that models random events).

Loss severity: value of financial loss suffered. Often modeled with the lognormal distribution (distribution is asymmetrical and has fat tails).

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